Introduction to Markov Chains: With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics)
ISBN-13:
9783528069865
ISBN-10:
3528069864
Edition:
2000
Author:
Ehrhard Behrends
Publication date:
1999
Publisher:
Vieweg+Teubner Verlag
Format:
Paperback
243 pages
Category:
Engineering
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Book details
ISBN-13:
9783528069865
ISBN-10:
3528069864
Edition:
2000
Author:
Ehrhard Behrends
Publication date:
1999
Publisher:
Vieweg+Teubner Verlag
Format:
Paperback
243 pages
Category:
Engineering
Summary
Introduction to Markov Chains: With Special Emphasis on Rapid Mixing (Advanced Lectures in Mathematics) (ISBN-13: 9783528069865 and ISBN-10: 3528069864), written by authors
Ehrhard Behrends, was published by Vieweg+Teubner Verlag in 1999.
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Description
Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.
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